+217.6%
BAC vs AMT
+136.5%
+81.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | +3.2% | +1.5% | +1.7% | +2.8% |
| 30D | -0.7% | +6.8% | -7.5% | -2.8% |
| 3M | -20.0% | +11.2% | -31.2% | -22.7% |
| 6M | +3.4% | +12.5% | -9.1% | -1.0% |
| YTD | -5.7% | +12.5% | -18.2% | -10.4% |
| 1Y | -1.4% | +10.1% | -11.5% | -5.7% |
| 3Y | +97.9% | +16.0% | +81.9% | +78.6% |
| 5Y | +22.9% | -17.2% | +40.1% | +24.2% |
| All | +217.6% | +136.5% | +81.2% | +241.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling